Open access peer-reviewed Edited Volume

Linear and Non-Linear Financial Econometrics

Theory and Practice


Gordana Djurovic

University of Montenegro

The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods.

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Linear and Non-Linear Financial EconometricsTheory and PracticeEdited by Mehmet Terzioğlu

Published: March 17th 2021

DOI: 10.5772/intechopen.88099

ISBN: 978-1-83962-487-2

Print ISBN: 978-1-83962-486-5

eBook (PDF) ISBN: 978-1-83962-488-9

Copyright year: 2021

Books open for chapter submissions

3693 Total Chapter Downloads

1 Dimensions Citations


Open access peer-reviewed

1. Modeling Inflation Dynamics with Fractional Brownian Motions and Lévy Processes

By Bodo Herzog


Open access peer-reviewed

2. Construction of Forward-Looking Distributions Using Limited Historical Data and Scenario Assessments

By Riaan de Jongh, Helgard Raubenheimer and Mentje Gericke


Open access peer-reviewed

3. Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices

By Verda Davasligil Atmaca and Burcu Mestav


Open access peer-reviewed

4. Reliability-Based Marginal Cost Pricing Problem

By Shaopeng Zhong


Open access peer-reviewed

5. ARCH and GARCH Models: Quasi-Likelihood and Asymptotic Quasi-Likelihood Approaches

By Raed Alzghool


Open access peer-reviewed

6. IPO ETFs: An Alternative Way to Enter the Initial Public Offering Business

By Gerasimos G. Rompotis


Open access peer-reviewed

7. The Independence of Indexed Volatilities

By Katlego Kola and Tumellano Sebehela


Open access peer-reviewed

8. The Impact of Exchange Rates on Stock Markets in Turkey: Evidence from Linear and Non-Linear ARDL Models

By Mustafa Çakır


Open access peer-reviewed

9. Volatility Effects of the Global Oil Price on Stock Price in Nigeria: Evidence from Linear and Non-Linear GARCH

By David Oluseun Olayungbo


Open access peer-reviewed

10. An Econometric Investigation of Market Volatility and Efficiency: A Study of Small Cap’s Stock Indices

By Muhammad Jawad and Munazza Naz


Open access peer-reviewed

11. More Credits, Less Cash: A Panel Cointegration Approach

By Sureyya Dal


Open access peer-reviewed

12. Governance and Growth in the Western Balkans: A SVAR Approach

By Gordana Djurovic and Martin M. Bojaj


Open access peer-reviewed

13. Effects of Some Monetary Variables on Fixed Investment in Selected Sub-Saharan African Countries

By Ombeswa Ralarala and Thobeka Ncanywa


Open access peer-reviewed

14. Will Malawi’s Inflation Continue Declining?

By Hopestone Kayiska Chavula


Open access peer-reviewed

15. Efficiency of the City Councils Using Cross-Sectional Model: Challenges in Times of Change and Political Tension

By Claudio Elórtegui-Gómez, Hanns de la Fuente-Mella, Mauricio Alvarado and Matías Guajardo


Open access peer-reviewed

16. Relationship between Economic Growth, Unemployment, Inflation and Current Account Balance: Theory and Case of Turkey

By Tuğba Dayıoğlu and Yılmaz Aydın


Open access peer-reviewed

17. Determinants of Islamic Banks Distress in Gulf Council Countries (GCC)

By Bakhita Hamdow Gad Elkreem Braima


Edited Volume and chapters are indexed in

  • Worldcat
  • OpenAIRE
  • Google Scholar
  • AZ ebsco
  • Base
  • CNKI

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